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You also only ever brake in one direction, so once the disc sits against the splines, they never move back unless you pull on the bike while braking.
I've actually noticed that the cheap shimano hubs have the best fit with centrelock rotors. I think because they don't post-machine the hubs after painting.
Slide a centrelock rotor onto a hub spline and notice how much rotational movement there is. When you consider you have 2 companies making 2 different parts (one for rotor, one for hub) it doesn't take much of a machine tolerance difference to create some space to allow movement. Yes I agree that pads can move in some calipers .